-22.1%
FPS vs PHM
+1.5%
-23.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.6% | +13.5% | +16.0% |
| 7D | -8.0% | +3.5% | -11.5% | -7.5% |
| 30D | -43.5% | +21.2% | -64.7% | -45.5% |
| 3M | -41.6% | +2.5% | -44.1% | -39.4% |
| 6M | -44.0% | +16.1% | -60.1% | -47.0% |
| All | -22.1% | +1.5% | -23.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling